Pages that link to "Item:Q1105945"
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The following pages link to Conditionally ordered distributions (Q1105945):
Displaying 16 items.
- Stochastic orderings for elliptical random vectors (Q276975) (← links)
- Ordering Gini indexes of multivariate elliptical risks (Q320267) (← links)
- Hessian orders and multinormal distributions (Q1036796) (← links)
- Supermodular stochastic orders and positive dependence of random vectors (Q1364669) (← links)
- Stop-loss order for portfolios of dependent risks (Q1381453) (← links)
- Some remarks on the supermodular order (Q1570292) (← links)
- VaR bounds in models with partial dependence information on subgroups (Q1616346) (← links)
- A multivariate dispersion ordering based on quantiles more widely separated (Q1810706) (← links)
- Stochastic comparisons and bounds for conditional distributions by using copula properties (Q1994046) (← links)
- Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios (Q2082471) (← links)
- Ordering results for elliptical distributions with applications to risk bounds (Q2222233) (← links)
- The ordering of conditionally weak positive quadrant dependence (Q2797948) (← links)
- Product-Type Probability Bounds of Higher Order (Q3416056) (← links)
- Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks (Q4461283) (← links)
- Stochastic orderings of multivariate elliptical distributions (Q4997205) (← links)
- Least-square estimators in linear regression models under negatively superadditive dependent random observations (Q5023870) (← links)
